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What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models (2017)

First Author: Ghosh A

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1093/rfs/hhw075

Publication URI: http://dx.doi.org/10.1093/rfs/hhw075

Type: Journal Article/Review

Parent Publication: Review of Financial Studies

Issue: 2